Testing coefficients of AR and bilinear time series models by a graphical approach

DOI10.1007/S11425-008-0082-3zbMATH Open1184.62153OpenAlexW2085967994MaRDI QIDQ1042829FDOQ1042829

Authors: Heung Wong, Xianhua Luo, Wai-cheung Ip, Yuan Li 

Publication date: 7 December 2009

Published in: Science in China. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-008-0082-3

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Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of graph theory (05C90)

Cites Work

• Introduction to Graphical Modelling
• Title not available (Why is that?)
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• Granger causality and path diagrams for multivariate time series
• Title not available (Why is that?)
• Graphical modelling of multivariate time series
• Title not available (Why is that?)

Cited In (3)

• Graphical modeling for tests of ARMA models
• An omnibus test for the time series model AR(1).
• A new parametric test for time series

Uses Software

• MIM

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